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	param	t-stat
$ω$	5.0000	20.55
$α$	0.2145	17.60
$β$	0.8101	137.94
$γ$	-0.1534	-8.99

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CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE EFA ETF Volatility Index Analyses